Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/08/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 541 645 CHF | 109 329 CHF | 99,27% | 99,27% |
14/08/2024 | 0,94% | 1,07 CHF | 1,08 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 528 748 CHF | 106 750 CHF | 99,26% | 99,26% |
13/08/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 523 246 CHF | 105 649 CHF | 99,27% | 99,27% |
12/08/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 525 243 CHF | 106 049 CHF | 99,27% | 99,27% |
09/08/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 530 887 CHF | 107 177 CHF | 99,27% | 99,27% |
08/08/2024 | 0,98% | 1,03 CHF | 1,04 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 506 890 CHF | 102 378 CHF | 99,27% | 99,27% |
07/08/2024 | 0,98% | 1,04 CHF | 1,05 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 510 338 CHF | 103 068 CHF | 99,27% | 99,27% |
06/08/2024 | 1,03% | 0,96 CHF | 0,97 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 484 869 CHF | 97 974 CHF | 99,26% | 99,26% |
02/08/2024 | 0,96% | 1,03 CHF | 1,04 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 520 482 CHF | 105 096 CHF | 99,27% | 99,27% |
31/07/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 539 166 CHF | 108 833 CHF | 37,94% | 37,94% |